China Yuchai International Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.90% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 10.91 | |
| 0.0375 | 22.63 | |
| 0.9620 | 557.33 |
Estimation Period:
Dec 19, 1994 to Feb 6, 2026
Dec 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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